Consistency of least squares estimators of AR(2) Model
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2015, Vol 10, Issue 6
Abstract
In this paper, ordinary least squares (OLS) method will be used to estimate the parameters of the auto-regressive model without constant of order two. Moreover, the convergence in probability (the consistency property) of the estimates is proved.
Authors and Affiliations
ahmed ahmed, Sayed El-Sayed, Mohamed Issa
Keywords
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- EP ID EP651480
- DOI 10.24297/jam.v10i6.1733
- Views 148
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